Hi there - without more specific details it's tough to say specifically why this is slow.
I'm operating with the assumption that you're using an Azure VM, backing up locally to another disk on the same VM.
Without knowing your specific configuration, telling you exactly why it's slow will be impossible, but I would suggest that you take a look at the documentation here: https://learn.microsoft.com/en-us/azure/virtual-machines/disks-performance and review.
Often - slow backups on Azure VMs or in Azure environments is a matter of the fact that you're processing an immense amount of data. Backup operations are generally not IOPS heavy, but rather throughput heavy. With the throughput constraints of Azure VMs and Azure Disks - if you have a low throughput capacity in your environment, you're capped by that throughput limit, stretching the amount of time it takes for your backup to run.
You can also look to optimize your backup statements by including compression which can help speed things along somewhat.
I would take a look at your configuration and ensure that you're able to get the full potential of your configuration, and that there are no immediate bottlenecks in your environment. More recommendations here: https://learn.microsoft.com/en-us/azure/azure-sql/virtual-machines/windows/performance-guidelines-best-practices-checklist
Hope this helps.